diff --git a/CMakeLists.txt b/CMakeLists.txt
index a4baa8c5361f..f57c55b5b61e 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -6,6 +6,11 @@ OPTION(USE_HDFS "Enable HDFS support (EXPERIMENTAL)" OFF)
 OPTION(USE_TIMETAG "Set to ON to output time costs" OFF)
 OPTION(USE_CUDA "Enable CUDA-accelerated training (EXPERIMENTAL)" OFF)
 OPTION(USE_DEBUG "Set to ON for Debug mode" OFF)
+OPTION(USE_SANITIZER "Use santizer flags" OFF)
+option(SANITIZER_PATH "Path to sanitizer libs")
+set(ENABLED_SANITIZERS "address" "leak" "undefined" CACHE STRING
+  "Semicolon separated list of sanitizer names. E.g 'address;leak'. Supported sanitizers are
+address, leak, undefined and thread.")
 OPTION(BUILD_STATIC_LIB "Build static library" OFF)
 OPTION(__BUILD_FOR_R "Set to ON if building lib_lightgbm for use with the R package" OFF)
 OPTION(__INTEGRATE_OPENCL "Set to ON if building LightGBM with the OpenCL ICD Loader and its dependencies included" OFF)
@@ -37,6 +42,14 @@ else()
   PROJECT(lightgbm LANGUAGES C CXX)
 endif()
 
+list(APPEND CMAKE_MODULE_PATH "${PROJECT_SOURCE_DIR}/cmake/modules")
+
+#-- Sanitizer
+if (USE_SANITIZER)
+  include(cmake/Sanitizer.cmake)
+  enable_sanitizers("${ENABLED_SANITIZERS}")
+endif (USE_SANITIZER)
+
 if(__INTEGRATE_OPENCL)
   set(__INTEGRATE_OPENCL ON CACHE BOOL "" FORCE)
   set(USE_GPU OFF CACHE BOOL "" FORCE)
diff --git a/cmake/Sanitizer.cmake b/cmake/Sanitizer.cmake
new file mode 100644
index 000000000000..5405ef497241
--- /dev/null
+++ b/cmake/Sanitizer.cmake
@@ -0,0 +1,69 @@
+# Set appropriate compiler and linker flags for sanitizers.
+#
+# Usage of this module:
+#  enable_sanitizers("address;leak")
+
+# Add flags
+macro(enable_sanitizer sanitizer)
+  if(${sanitizer} MATCHES "address")
+    find_package(ASan)
+    set(SAN_COMPILE_FLAGS "${SAN_COMPILE_FLAGS} -fsanitize=address")
+    if (ASan_FOUND)
+      link_libraries(${ASan_LIBRARY})
+    endif (ASan_FOUND)
+
+  elseif(${sanitizer} MATCHES "thread")
+    find_package(TSan)
+    set(SAN_COMPILE_FLAGS "${SAN_COMPILE_FLAGS} -fsanitize=thread")
+    if (TSan_FOUND)
+      link_libraries(${TSan_LIBRARY})
+    endif (TSan_FOUND)
+
+  elseif(${sanitizer} MATCHES "leak")
+    find_package(LSan)
+    set(SAN_COMPILE_FLAGS "${SAN_COMPILE_FLAGS} -fsanitize=leak")
+    if (LSan_FOUND)
+      link_libraries(${LSan_LIBRARY})
+    endif (LSan_FOUND)
+
+  elseif(${sanitizer} MATCHES "undefined")
+    find_package(UBSan)
+    set(SAN_COMPILE_FLAGS "${SAN_COMPILE_FLAGS} -fsanitize=undefined -fno-sanitize-recover=undefined")
+    if (UBSan_FOUND)
+      link_libraries(${UBSan_LIBRARY})
+    endif (UBSan_FOUND)
+
+  else()
+    message(FATAL_ERROR "Santizer ${sanitizer} not supported.")
+  endif()
+endmacro()
+
+macro(enable_sanitizers SANITIZERS)
+  # Check sanitizers compatibility.
+  foreach ( _san ${SANITIZERS} )
+    string(TOLOWER ${_san} _san)
+    if (_san MATCHES "thread")
+      if (${_use_other_sanitizers})
+        message(FATAL_ERROR
+          "thread sanitizer is not compatible with ${_san} sanitizer.")
+      endif()
+      set(_use_thread_sanitizer 1)
+    else ()
+      if (${_use_thread_sanitizer})
+        message(FATAL_ERROR
+          "${_san} sanitizer is not compatible with thread sanitizer.")
+      endif()
+      set(_use_other_sanitizers 1)
+    endif()
+  endforeach()
+
+  message("Sanitizers: ${SANITIZERS}")
+
+  foreach( _san ${SANITIZERS} )
+    string(TOLOWER ${_san} _san)
+    enable_sanitizer(${_san})
+  endforeach()
+  message("Sanitizers compile flags: ${SAN_COMPILE_FLAGS}")
+  set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${SAN_COMPILE_FLAGS}")
+  set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} ${SAN_COMPILE_FLAGS}")
+endmacro()
diff --git a/cmake/modules/FindASan.cmake b/cmake/modules/FindASan.cmake
new file mode 100644
index 000000000000..e7b273853337
--- /dev/null
+++ b/cmake/modules/FindASan.cmake
@@ -0,0 +1,13 @@
+set(ASan_LIB_NAME ASan)
+
+find_library(ASan_LIBRARY
+  NAMES libasan.so libasan.so.5 libasan.so.4 libasan.so.3 libasan.so.2 libasan.so.1 libasan.so.0
+  PATHS ${SANITIZER_PATH} /usr/lib64 /usr/lib /usr/local/lib64 /usr/local/lib ${CMAKE_PREFIX_PATH}/lib)
+
+include(FindPackageHandleStandardArgs)
+find_package_handle_standard_args(ASan DEFAULT_MSG
+  ASan_LIBRARY)
+
+mark_as_advanced(
+  ASan_LIBRARY
+  ASan_LIB_NAME)
diff --git a/cmake/modules/FindLSan.cmake b/cmake/modules/FindLSan.cmake
new file mode 100644
index 000000000000..3f68fb05bf08
--- /dev/null
+++ b/cmake/modules/FindLSan.cmake
@@ -0,0 +1,13 @@
+set(LSan_LIB_NAME lsan)
+
+find_library(LSan_LIBRARY
+  NAMES liblsan.so liblsan.so.0 liblsan.so.0.0.0
+  PATHS ${SANITIZER_PATH} /usr/lib64 /usr/lib /usr/local/lib64 /usr/local/lib ${CMAKE_PREFIX_PATH}/lib)
+
+include(FindPackageHandleStandardArgs)
+find_package_handle_standard_args(LSan DEFAULT_MSG
+  LSan_LIBRARY)
+
+mark_as_advanced(
+  LSan_LIBRARY
+  LSan_LIB_NAME)
diff --git a/cmake/modules/FindTSan.cmake b/cmake/modules/FindTSan.cmake
new file mode 100644
index 000000000000..aa01802f8063
--- /dev/null
+++ b/cmake/modules/FindTSan.cmake
@@ -0,0 +1,13 @@
+set(TSan_LIB_NAME tsan)
+
+find_library(TSan_LIBRARY
+  NAMES libtsan.so libtsan.so.0 libtsan.so.0.0.0
+  PATHS ${SANITIZER_PATH} /usr/lib64 /usr/lib /usr/local/lib64 /usr/local/lib ${CMAKE_PREFIX_PATH}/lib)
+
+include(FindPackageHandleStandardArgs)
+find_package_handle_standard_args(TSan DEFAULT_MSG
+  TSan_LIBRARY)
+
+mark_as_advanced(
+  TSan_LIBRARY
+  TSan_LIB_NAME)
diff --git a/cmake/modules/FindUBSan.cmake b/cmake/modules/FindUBSan.cmake
new file mode 100644
index 000000000000..e1b72eb6df1b
--- /dev/null
+++ b/cmake/modules/FindUBSan.cmake
@@ -0,0 +1,13 @@
+set(UBSan_LIB_NAME UBSan)
+
+find_library(UBSan_LIBRARY
+  NAMES libubsan.so libubsan.so.5 libubsan.so.4 libubsan.so.3 libubsan.so.2 libubsan.so.1 libubsan.so.0
+  PATHS ${SANITIZER_PATH} /usr/lib64 /usr/lib /usr/local/lib64 /usr/local/lib ${CMAKE_PREFIX_PATH}/lib)
+
+include(FindPackageHandleStandardArgs)
+find_package_handle_standard_args(UBSan DEFAULT_MSG
+  UBSan_LIBRARY)
+
+mark_as_advanced(
+  UBSan_LIBRARY
+  UBSan_LIB_NAME)